## Abstract It is now 20 years since the publication of Engle's (1982) seminal paper, which introduced ARCH to the world. The ARCH paper had an enormous influence on both theoretical and applied econometrics, and was influential in the establishment of the discipline of Financial Econometrics. In t
Financial volatility: Issues and measuring techniques
β Scribed by Kevin Daly
- Publisher
- Elsevier Science
- Year
- 2008
- Tongue
- English
- Weight
- 360 KB
- Volume
- 387
- Category
- Article
- ISSN
- 0378-4371
No coin nor oath required. For personal study only.
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